Mitigating the Hidden Risks of Factor Investing

Rob Arnott, Vitali Kalesnik and Lillian Wu
The Journal of Portfolio Management Quantitative Special Issue 2023, jpm.2022.1.454; DOI: https://doi.org/10.3905/jpm.2022.1.454

Article Information

jpm.2022.1.454
DOI 
https://doi.org/10.3905/jpm.2022.1.454
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online December 11, 2022.

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© 2022 Pageant Media Ltd

Author Information

  1. Rob Arnott
    1. is founder and chairman of the board of Research Affiliates in Newport Beach, CA. (arnott{at}rallc.com)
  2. Vitali Kalesnik
    1. is partner and director of research at Research Affiliates in London, UK. (vitalikalesnik{at}gmail.com)
  3. Lillian Wu
    1. is a vice president of research at Research Affiliates in London, UK. (tutulillian{at}gmail.com)
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Mitigating the Hidden Risks of Factor Investing
Rob Arnott, Vitali Kalesnik, Lillian Wu
The Journal of Portfolio Management Dec 2022, jpm.2022.1.454; DOI: 10.3905/jpm.2022.1.454
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